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Time Series Processing

Time Series Processing in Mathematica 11

Mathematica Version 11 adds improvements to time series processing throughout the framework. Direct arithmetic and function applications just work; applying a function over windows now allows natural specifications such as monthly duration, as well as precise control over where the resulting value is placed in time. Generally, date and quantity support is more complete and natural. Time series are now produced and accepted by many functions in the system.

Key Features

  • Directly perform arithmetic on time series.
  • Directly apply functions to time series.
  • Extended support for irregularly sampled time series.
  • Expanded set of properties directly available for time series.
  • Convert strings between writing scripts. »
  • Deeper integration of time series throughout the Wolfram Language.
  • Get time series data from the Wolfram Knowledgebase. »
  • Get your own time series from the Wolfram Data Drop. »
  • Compute properties of audio as time series. »
  • New and improved visualizations for time series with dates.

Related Examples


Directly Apply Functions to Time Series »
Historical Currency Conversion  »
Cumulative Fractional Change »
Combine Asynchronous Measurements  »

Smooth and Thin Irregular Time Series »
Approximate Signal Derivative »
Trends and Seasonalities »
Visualize Seasonal Patterns »

Audio Time Series Properties »
Use Time Series to Generate Audio »
Filter Irregularly Sampled Time Series »
Filter Time Series with Dates »

Use Databin to Store Time Series »
Data from Internet Sources »
Proper Motion of Stars »
CManned Space Missions »